JP Morgan Put 340 CAT 15.01.2027
/ DE000JF02WN8
JP Morgan Put 340 CAT 15.01.2027/ DE000JF02WN8 /
| 1/23/2025 11:37:14 AM |
Chg.- |
Bid10:12:44 AM |
Ask10:12:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
- |
2.52
Bid Size: 1,000 |
4.02
Ask Size: 1,000 |
Caterpillar Inc |
340.00 USD |
1/15/2027 |
Put |
Master data
| WKN: |
JF02WN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-6.37 |
| Time value: |
3.86 |
| Break-even: |
287.83 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
1.44 |
| Spread %: |
59.52% |
| Delta: |
-0.24 |
| Theta: |
-0.03 |
| Omega: |
-2.42 |
| Rho: |
-2.61 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.87% |
| 1 Month |
|
|
-28.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
-27.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.66 |
| 1M High / 1M Low: |
4.22 |
2.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
4.22 |
| Low (YTD): |
1/22/2025 |
2.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |